-31.0%
TOST vs CMI
+116.0%
-146.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.6% |
| 7D | +3.0% | -9.3% | +12.2% | +7.9% |
| 30D | +10.3% | -13.2% | +23.5% | +18.1% |
| 3M | -3.3% | -28.2% | +24.9% | +14.4% |
| 6M | +37.8% | -32.7% | +70.5% | +64.1% |
| YTD | -2.8% | -10.1% | +7.3% | -9.3% |
| 1Y | -9.6% | -4.9% | -4.7% | -19.6% |
| 3Y | +144.6% | +120.4% | +24.3% | +1.3% |
| 5Y | -31.0% | +114.3% | -145.2% | -73.2% |
| All | -31.0% | +116.0% | -146.9% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling